I tried for the first time after finding out I'm preg and I was too paranoid so I ended up telling him to stop. I feel so silly because it wasn't really hurting I just didn't know if it could cause a miscarriage since I am only 4wks(LMP)preg. Anyone ever go through or feel like this? I ust need some advice as you can probably tell, this is my first pregnancy.

Don't worry! It is definitely okay to have s_x when you are pregnant, I have even heard that rough s_x is acceptable. You are being completely paranoid. Your partner may feel hesitant, so together you should get comfortable with the idea--9 months is too long to go without s_x.